-25.3%
NCLH vs HAS
+394.9%
-420.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +6.3% | +3.3% | +3.0% | +4.2% |
| 30D | +18.9% | +30.5% | -11.7% | 0.0% |
| 3M | -0.2% | +29.9% | -30.1% | -16.0% |
| 6M | +8.4% | +26.5% | -18.2% | -8.4% |
| YTD | -17.1% | +51.9% | -69.0% | -38.1% |
| 1Y | -2.8% | +60.9% | -63.7% | -30.2% |
| 3Y | +40.4% | +215.0% | -174.5% | -37.8% |
| 5Y | -30.8% | +51.5% | -82.3% | -50.5% |
| 10Y | -51.3% | +102.2% | -153.5% | -72.3% |
| All | -25.3% | +394.9% | -420.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling